Using Box drive to embed a document into Word

I'm trying to create a hyperlink in my Word document for a file on my Box drive (in explorer) that can be viewed by other people in my office who also have access to the files.  I can create the link, but when they tried to open it (from explorer), it says they couldn't see the file. It looks like it's creating a path to my computer.

Is there a way to insert the link in my Word document so everyone in my office can see the document when they open the file?